+237.0%
CFG vs WPM
+553.6%
-316.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.7% | +2.8% |
| 7D | +0.3% | +20.8% | -20.5% | -0.3% |
| 30D | +3.2% | +3.8% | -0.6% | +3.0% |
| 3M | -9.7% | +7.4% | -17.1% | -10.0% |
| 6M | +3.6% | +4.0% | -0.3% | +3.3% |
| YTD | +14.7% | +23.0% | -8.3% | +13.9% |
| 1Y | +29.6% | +45.9% | -16.4% | +28.5% |
| 3Y | +190.6% | +242.9% | -52.4% | +182.8% |
| 5Y | +67.1% | +259.5% | -192.4% | +61.7% |
| 10Y | +237.0% | +577.7% | -340.7% | +257.9% |
| All | +237.0% | +553.6% | -316.6% | +257.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WPM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling